-43.8%
ACHR vs ESI
+74.4%
-118.2%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.2% | -4.5% | -4.8% |
| 7D | -2.7% | +3.9% | -6.6% | -5.3% |
| 30D | -12.1% | -3.8% | -8.4% | -9.9% |
| 3M | +3.4% | -13.1% | +16.5% | +11.4% |
| 6M | -15.6% | +11.3% | -27.0% | -27.1% |
| YTD | -26.9% | +44.1% | -71.0% | -49.3% |
| 1Y | -34.8% | +40.3% | -75.1% | -53.8% |
| 3Y | -19.2% | +84.1% | -103.3% | -56.1% |
| 5Y | -43.8% | +75.8% | -119.6% | -68.1% |
| All | -43.8% | +74.4% | -118.2% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling